Société Générale / Risk report 2021 - Pillar 3 2020

6 CREDIT RISK ADDITIONAL QUANTITATIVE INFORMATION ON CREDIT RISK PILLAR 3 - 2021 | SOCIETE GENERALE GROUP | 116 (In EURm) 31.12.2019 Exposures before CCF and CRM Exposures post-CCF and CRM RWA and RWA density Asset classes On-balance sheet amount Off-balance sheet amount On-balance sheet amount Off-balance sheet amount RWA RWA density Central governments or central banks 7,798 126 7,928 21 7,980 100% Regional government or local authorities 644 76 661 33 206 30% Public sector entities 405 16 389 4 120 31% Multilateral development banks 422 21 545 - - 0% International organisations - - - - - Institutions 6,233 5,666 13,299 1,293 2,631 18% Corporates 41,170 15,330 32,997 3,160 33,280 92% Retail 39,941 6,486 31,353 1,546 22,382 68% Secured by mortgages on immovable property 14,586 482 14,547 189 6,273 43% Exposures in default 2,856 418 2,805 97 3,100 107% Higher-risk categories 296 154 295 77 561 151% Covered bonds - - - - - Institutions and corporates with a short term credit assessment - - - - - Collective investment undertakings 65 4 65 2 67 100% Equity 1,636 - 1,636 - 1,942 119% Other items 29,664 - 29,664 - 22,811 77% TOTAL 145,716 28,780 136,185 6,421 101,354 71%